Carrefour SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.05% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 10.91 | |
| 0.0904 | 26.94 | |
| 0.9842 | 1,144.36 | |
| -0.0479 | -13.88 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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